Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 9,110 CHF | 9,441 CHF | 100.00% | 100.00% |
12/07/2024 | 2.80% | 0.31 CHF | 0.32 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 11,788 CHF | 12,122 CHF | 99.94% | 99.94% |
11/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 60,000 | 60,000 | 32,814 | 32,814 | 12,211 CHF | 12,543 CHF | 99.43% | 99.43% |
10/07/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 65,000 | 65,000 | 35,425 | 35,425 | 15,026 CHF | 15,381 CHF | 99.84% | 99.84% |
09/07/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 17,144 CHF | 17,504 CHF | 99.66% | 99.66% |
08/07/2024 | 2.10% | 0.50 CHF | 0.51 CHF | 65,000 | 65,000 | 35,885 | 35,885 | 17,391 CHF | 17,751 CHF | 100.00% | 100.00% |
05/07/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 65,000 | 65,000 | 35,852 | 35,852 | 16,014 CHF | 16,374 CHF | 99.54% | 99.54% |
04/07/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 14,209 CHF | 14,501 CHF | 98.94% | 98.94% |
03/07/2024 | 1.79% | 0.49 CHF | 0.50 CHF | 65,000 | 65,000 | 35,268 | 35,268 | 19,507 CHF | 19,861 CHF | 98.24% | 98.24% |
02/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 22,305 CHF | 22,663 CHF | 100.00% | 100.00% |